Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-15 0.572746 0.642931 0.721823 0.817776 0.932282 1.065778 1.235010
2024-12-22 0.505684 0.596437 0.705918 0.849971 1.038018 1.280339 1.625233
2024-12-29 0.452636 0.553937 0.682885 0.863420 1.117160 1.473682 2.037914
2025-01-05 0.411184 0.518464 0.661183 0.871787 1.187612 1.667947 2.510231
2025-01-12 0.373784 0.482744 0.632989 0.864638 1.231930 1.831473 2.989198
2025-01-19 0.334438 0.439566 0.588414 0.825615 1.218246 1.896319 3.315348
2025-01-26 0.314370 0.421227 0.577034 0.834766 1.283142 2.111348 4.027720
2025-02-02 0.297681 0.405888 0.567956 0.845525 1.351895 2.351367 4.918488
2025-02-09 0.279018 0.385757 0.549100 0.836889 1.383064 2.524253 5.744888
2025-02-16 0.265495 0.372199 0.539072 0.841727 1.440331 2.770056 6.944888
2025-02-23 0.246835 0.349161 0.511459 0.811486 1.421519 2.834825 7.625496
2025-03-02 0.228264 0.325027 0.480105 0.770879 1.374518 2.818802 8.021299
2025-03-09 0.220597 0.318244 0.478018 0.786284 1.454079 3.163657 10.204500
2025-03-16 0.216258 0.316453 0.484162 0.818198 1.577745 3.683742 13.970133
2025-03-23 0.209401 0.309948 0.481370 0.831856 1.661953 4.129498 18.296223
2025-03-30 0.202370 0.302630 0.476427 0.840365 1.735672 4.581662 23.930676
2025-04-06 0.193917 0.292318 0.465126 0.833911 1.769312 4.912987 29.793658
2025-04-13 0.182229 0.275754 0.441025 0.796973 1.713411 4.880147 32.040092
2025-04-20 0.177137 0.270435 0.437717 0.805810 1.787733 5.417596 43.801404
2025-04-27 0.172565 0.265746 0.435213 0.816133 1.869312 6.046732 62.438120
2025-05-04 0.166217 0.257521 0.425242 0.807955 1.893653 6.430594 81.338722
2025-05-11 0.161690 0.252338 0.420878 0.812592 1.959763 7.082961 119.951184
2025-05-18 0.153963 0.240952 0.403442 0.783795 1.911670 7.084668 136.571737